Quantitative Risk Modelling Expert

Vor Ort
6 months + ext.
flag_no Schweiz

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Brine SA is looking for a Quantitative Risk Modelling Expert with substantial knowledge of the Financial Markets and its Products.

As a Quantitative Expert you will have extensive knowledge around the changing regulations governing banks both domestically and internationally as well as Economic Capital modelling and driving complex solutions to meet regulatory requirements.

Successful Profile:

Extensive knowledge of US regulations specificall CCAR, SR 11-07 and SR 12-07
More than 15 years of Advisory and Quantitative Risk Modelling experience

In depth knowledge of risk analytics, stress testing, economic capital, model development and validation, risk aggregation.

Risk Infrastructure and Big Data Warehouse Design (applying techniques from numerical analysis, statistics and financial mathematics to solve practical problems)
Team-orientated, while able to complete tasks independently to a high standard
Experience with high-level programming and statistical modelling softwares

Masters or PhD degree in Quantitative Statistics or Econometrics

For a full view of this challenge on offer please apply with your updated CV to Brine SA, Zurich.

BRINE SA is a solid, Swiss company with an impeccable reputation on the IT market for offering top IT professionals to major customers for their projects. We offer a speedy and professional solution by carefully selecting suitable consultants and IT-specialists on the basis of their qualification. We pay particular attention to their education, business and technical knowledge, professional experience, individual character and not least, personal preferences. We employ them while they work on our customer projects, take care of their payrolling, and generally strive to ensure they feel comfortable in their work environment, whether regarding business and technical issues, or administrational ones.

Interested? If yes, then please send me your Curriculum Vitae.

Work location: Zurich

Start: ASAP

Duration: 6 months + extension

Permits required: EU citizen or valid work permit

Workload: 100%

Language: English, German

Ref: WR1753